Nuveen Short-Term REIT ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.58% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0272 | 12.69 | |
| 0.0907 | 18.72 | |
| 0.8930 | 182.65 |
Estimation Period:
Dec 20, 2016 to Feb 6, 2026
Dec 20, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen Short-Term REIT ETF Analyses
Other GARCH Analyses on ETFs